BO using Custom GP Network model (DSVI, rsample, condition_on_observations, posterior_transform) #2818
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saksham-kit
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I have made a custom partially observable Gaussian process network (POGPN) that uses variational inference for the posterior. The posterior is a DAG where each node has a posterior that can be MVN, MTMVN, categorical, or Bernoulli. I wrapped the MVN and MTMVN with GPyTorchPosterior and made a custom wrapper for the Categorical posterior using the Gumbel distribution. I also make sure that the optimization objective/node is continuous. I have integrated it with GPyTorch well and can use different input and output transforms from BoTorch. To be able to do BO using SAA with the POGPN model using BoTorch, I have a few questions:
rsample doubts
condition_on_observations
Posterior transform
I thank you for any support possible.
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